Accession Number:

AD0716546

Title:

A Direct Finite Difference Method for Optimal Control Problems.

Descriptive Note:

Technical rept.,

Corporate Author:

LOUISIANA STATE UNIV BATON ROUGE DEPT OF CHEMICAL ENGINEERING

Report Date:

1970-09-01

Pagination or Media Count:

75.0

Abstract:

The paper describes an approximate numerical method for solution of optimal control problems. It is called a direct method because it deals directly with the functional to be optimized. The approach is based on the Rayleigh-Ritz method for problems in the calculus of variations. It reduces the determination of an optimal control to the solution of a set of simultaneous algebraic equations. Use of a modified Newton algorithm makes it possible to solve these equations rapidly with a relatively small amount of computer memory. The method is illustrated by application to linear and nonlinear problems of optimal operation of chemical reactors. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE